Code for Hull-White LU Decomposition

2019 12 3
0 个回答
7 次查看（30 天）

0 个投票

Hello! I'm reading this paper: A direct LU solver for pricing American bond options under Hull–White model . I was wondering if anyone has the MATLAB code for the LU decomposition? I find trying to work this out alone really challenging as an undergraduate, so any kind of help would be really appreciated!

请先登录，再回答此问题。

回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Financial Toolbox 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by